[amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

["roarke555" <crus@xxxxxxxxx>]

Hi all,
 
First, thanks for AB.. Its really good appliacations and I'm 
spending a lot of time with it. Anyway, looks like I found some 
backtesting bug..
 
I was really suprised with results from my new system, but later I 
found that backtesting is cheating probably.. Im using weekly 
timeframe to compute MACD and then expanding it to daily and I 
wanted use expandFirst.. So I'm getting signals after monday.. I 
know, that if week will continue in wrong direction,then signal 
disappear.. Its ok, but when I use backtesting, it probably use 
values for whole next week and use signal from monday (ie first day 
of this week).. So backtesting works with whole week,but buying at 
monday and this is why I getting so good results (85% wiinners, 250%
annual return¨)
 
Could somebody confirm this and help me to get real results ? Or its 
bug (feature) in the AB ?:)
 
thank you very much.. 
 Roarke
 






------------------------ Yahoo! Groups Sponsor --------------------~--> 
GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo.
http://us.click.yahoo.com/lpv1TA/jlQNAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/